+24.8%
USFD vs TRU
-16.5%
+41.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.5% |
| 7D | -7.0% | -6.5% | -0.5% | -6.9% |
| 30D | -10.3% | -2.5% | -7.8% | -10.2% |
| 3M | +9.2% | +10.4% | -1.2% | +9.4% |
| 6M | +7.4% | +1.6% | +5.8% | +7.4% |
| YTD | +29.4% | -9.7% | +39.1% | +30.7% |
| 1Y | +24.8% | -17.3% | +42.1% | +26.8% |
| All | +24.8% | -16.5% | +41.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling